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Tests of conditional asset pricing with time-varying moments and risk prices
Turtle, Harry J. - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 15-29
Persistent link: https://www.econbiz.de/10001166028
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Market line deviations and market anomalies with reference to small and large firms
Korkie, Robert M. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10001010781
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A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
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Hedge fund return dependence : model misspecification or liquidity spirals?
Sias, Richard W.; Turtle, Harry J.; Zykaj, Blerina - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2157-2181
Persistent link: https://www.econbiz.de/10011928994
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Tests of Conditional Asset Pricing with Time-Varying Moments and Risk Prices
Turtle, Harry; Buse, Adolf; Korkie, Bob - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10006710014
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Statistical inference in two-parameter portfolio theory with multiple regression software
Jobson, J. D.; Korkie, Bob - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 2, pp. 189-197
Persistent link: https://www.econbiz.de/10003160237